+248.8%
EW vs MLM
+140.5%
+108.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +6.5% | -5.8% | +12.3% | +8.5% |
| 30D | +22.5% | +9.8% | +12.6% | +18.6% |
| 3M | +13.0% | -5.2% | +18.2% | +14.6% |
| 6M | +37.1% | -10.3% | +47.4% | +40.9% |
| YTD | +24.1% | -15.5% | +39.6% | +29.2% |
| 1Y | +24.2% | -15.0% | +39.3% | +29.1% |
| 3Y | +64.8% | +17.5% | +47.3% | +50.0% |
| 5Y | -7.4% | +30.5% | -38.0% | -19.9% |
| 10Y | +248.8% | +145.5% | +103.3% | +125.6% |
| All | +248.8% | +140.5% | +108.3% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling